Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354978.0103 | 222071.0196 | 132906.9907 | 173045.4629 | -225342.6146 | 398388.0776 |
Total P&L (%) | 354.978 | 222.071 | 132.907 | 173.0455 | -225.3426 | 398.3881 |
Avg Daily Profit (%) | 0.1854 | 0.116 | 0.0694 | 0.0525 | 0 | 0.0839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100102 | -100013 | -51680 | -727557 | -700498 | -215896 |
Profit Factor | 1.6028 | 1.5563 | 1.7006 | 1.0597 | 0.8952 | 1.5311 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 67.5497 | 64.4737 | 70.6667 | 67.5497 | 64.4737 | 70.6667 |
Ratio Avg Win / Avg Loss | 0.77 | 0.8575 | 0.7059 | 0.5091 | 0.4933 | 0.6355 |
Largest Winning Trade | 95953 | 95953 | 18696 | 276561 | 276561 | 63918 |
Largest Losing Trade | -72303 | -72303 | -31635 | -488478 | -488478 | -145712 |
Avg Bars in Trades | 49 | 85 | 12 | 49 | 85 | 12 |
Avg Bars in Winners | 31 | 53 | 10 | 31 | 53 | 10 |
Avg Bars in Losers | 86 | 143 | 15 | 86 | 143 | 15 |
Bars Traded | 7426 | 6503 | 923 | 7426 | 6503 | 923 |
Profit Streak | 78.6826 | 78.6826 | 80.1826 | 78.6826 | 78.6826 | 80.1826 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424148 | -84930 | -152978 | -275379 | -627524 | -134248 |
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{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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